+1,449.6%
NET vs KEEL
+282.2%
+1,167.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.5% |
| 7D | -7.0% | +7.8% | -14.7% | -8.0% |
| 30D | -4.8% | -11.7% | +6.9% | -3.9% |
| 3M | +3.8% | -41.5% | +45.3% | +9.2% |
| 6M | +50.0% | +54.9% | -4.9% | +35.8% |
| YTD | +41.5% | +47.7% | -6.2% | +27.4% |
| 1Y | +32.8% | +177.6% | -144.8% | +5.2% |
| 3Y | +335.9% | +164.9% | +171.0% | +212.0% |
| 5Y | +113.8% | -45.9% | +159.7% | +65.0% |
| All | +1,449.6% | +282.2% | +1,167.4% | +968.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling